NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 41.39 40.66 -0.73 -1.8% 39.92
High 41.57 40.74 -0.83 -2.0% 42.31
Low 40.18 39.39 -0.79 -2.0% 39.92
Close 40.52 39.76 -0.76 -1.9% 41.65
Range 1.39 1.35 -0.04 -2.9% 2.39
ATR 1.74 1.71 -0.03 -1.6% 0.00
Volume 29,362 29,784 422 1.4% 217,977
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.01 43.24 40.50
R3 42.66 41.89 40.13
R2 41.31 41.31 40.01
R1 40.54 40.54 39.88 40.25
PP 39.96 39.96 39.96 39.82
S1 39.19 39.19 39.64 38.90
S2 38.61 38.61 39.51
S3 37.26 37.84 39.39
S4 35.91 36.49 39.02
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 48.46 47.45 42.96
R3 46.07 45.06 42.31
R2 43.68 43.68 42.09
R1 42.67 42.67 41.87 43.18
PP 41.29 41.29 41.29 41.55
S1 40.28 40.28 41.43 40.79
S2 38.90 38.90 41.21
S3 36.51 37.89 40.99
S4 34.12 35.50 40.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.06 39.39 2.67 6.7% 1.32 3.3% 14% False True 40,435
10 42.31 37.32 4.99 12.6% 1.53 3.8% 49% False False 38,503
20 42.31 34.74 7.57 19.0% 1.65 4.2% 66% False False 36,292
40 42.31 31.61 10.70 26.9% 1.91 4.8% 76% False False 34,351
60 42.64 31.61 11.03 27.7% 1.72 4.3% 74% False False 26,494
80 48.35 31.61 16.74 42.1% 1.62 4.1% 49% False False 22,275
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.48
2.618 44.27
1.618 42.92
1.000 42.09
0.618 41.57
HIGH 40.74
0.618 40.22
0.500 40.07
0.382 39.91
LOW 39.39
0.618 38.56
1.000 38.04
1.618 37.21
2.618 35.86
4.250 33.65
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 40.07 40.68
PP 39.96 40.37
S1 39.86 40.07

These figures are updated between 7pm and 10pm EST after a trading day.

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